+43.1%
COF vs EOG
+169.9%
-126.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -5.1% | +1.5% | -6.6% | -5.5% |
| 30D | -6.0% | +2.9% | -9.0% | -6.9% |
| 3M | +14.8% | +8.7% | +6.1% | +11.3% |
| 6M | +15.3% | +12.9% | +2.4% | +9.3% |
| YTD | -13.0% | +43.8% | -56.9% | -24.9% |
| 1Y | -5.7% | +27.1% | -32.8% | -14.9% |
| 3Y | +118.1% | +25.9% | +92.2% | +95.0% |
| All | +43.1% | +169.9% | -126.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling